Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685847.9879 | 666285.6816 | 19562.3063 | -10908.3004 | 415633.0894 | -426541.3898 |
Total P&L (%) | 685.848 | 666.2857 | 19.5623 | -10.9083 | 415.6331 | -426.5414 |
Avg Daily Profit (%) | 0.3032 | 0.2945 | 0.0086 | -0.0051 | 0.0725 | 0 |
Buy And Hold Return (%) | 279.8365 | 279.8365 | 279.8365 | 279.8365 | 279.8365 | 279.8365 |
Max Trade Drawdown | -120468 | -76582 | -154712 | -496197 | -204812 | -533833 |
Profit Factor | 1.7383 | 2.6969 | 1.0365 | 0.9947 | 1.5491 | 0.6738 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 57.3529 | 55.8824 | 58.8235 | 57.3529 | 55.8824 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.2926 | 2.1291 | 0.7255 | 0.7397 | 1.223 | 0.4716 |
Largest Winning Trade | 135856 | 135856 | 51599 | 239085 | 239085 | 85282 |
Largest Losing Trade | -96496 | -45266 | -96496 | -335519 | -203364 | -335519 |
Avg Bars in Trades | 96 | 85 | 107 | 96 | 85 | 107 |
Avg Bars in Winners | 83 | 72 | 93 | 83 | 72 | 93 |
Avg Bars in Losers | 113 | 102 | 126 | 113 | 102 | 126 |
Bars Traded | 13112 | 5812 | 7300 | 13112 | 5812 | 7300 |
Profit Streak | 24.3028 | 0 | 68.8028 | 24.3028 | 0 | 68.8028 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326824 | -98776 | -635777 | -578920 | -217711 | -687434 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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